All the options for the library are located in tlc_config.h, including NUM_TLCS, what pins to use, and the PWM period. After changing tlc_config.h, be sure to delete the Tlc5940.o file in the library folder to save the changes.
Did you follow those instructions?
".o", object files, are compiled pieces of the program and can be deleted any time between compiles because they will be rebuilt. They're telling you to delete the compiled .o file so it will be recompiled with the new changes... although I didn't realize that was necessary (should be automatic?).